+370.3%
EWY vs SCHD
+553.1%
-182.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +2.9% |
| 7D | -0.1% | -2.0% | +1.9% | +1.7% |
| 30D | +7.3% | -0.4% | +7.7% | +7.5% |
| 3M | -5.1% | +5.7% | -10.9% | -10.9% |
| 6M | +42.1% | +11.9% | +30.2% | +26.6% |
| YTD | +94.1% | +26.4% | +67.7% | +54.5% |
| 1Y | +147.8% | +27.6% | +120.2% | +95.0% |
| 3Y | +222.9% | +54.9% | +168.0% | +108.7% |
| 5Y | +150.6% | +60.9% | +89.7% | +55.8% |
| 10Y | +304.4% | +243.4% | +61.0% | +10.9% |
| All | +370.3% | +553.1% | -182.7% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling